Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47813.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46418.5 Kr¶

PnL: ---------------------------------------> -470.07 Kr¶

DD now: ---------------------------------> -1.679 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 12:08:24.335835'

Anic Portfolio¶

Today¶

Return: -0.355 %¶

Total¶

Return: 56.543 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.940000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.650000 628.940000 51.940000 9.000000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.450000 3418.400000 41.400000 1.230000 3377.000000
HMS Networks 2 -1.170000 708.800000 35.800000 5.320000 673.000000
Resurs Holding 22 0.620000 607.420000 33.420000 5.820000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.590000 386.700000 31.700000 8.930000 355.000000
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 1.820000 578.850000 14.850000 2.630000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.950000 541.200000 14.200000 2.690000 527.000000
Securitas B 6 0.660000 583.800000 13.800000 2.420000 570.000000
Coor Service Management Hold. 8 -0.370000 544.800000 12.800000 2.410000 532.000000
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
OEM International B 7 -1.670000 535.500000 7.500000 1.420000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Nordea Bank Abp 29 0.340000 3455.640000 1.640000 0.050000 3453.999992
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.160000 246.000000 0.000000 0.000000 246.000000
CTEK 13 -0.900000 531.830000 -2.170000 -0.410000 533.999999
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -1.670000 553.800000 -20.200000 -3.520000 574.000000
International Petroleum Corp. 5 -2.260000 562.000000 -32.570000 -5.480000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 -1.940000 1110.000000 -39.000000 -3.390000 1149.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.960000 3625.700000 -130.300000 -3.470000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.810000 1413.900000 -250.100000 -15.030000 1663.999992
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46422.690000 -465.880000 -1.67025% 46888.564618

Updated:¶

'2023-01-24 12:07:40.880188'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶